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JOURNALS // Vestnik TVGU. Seriya: Prikladnaya Matematika [Herald of Tver State University. Series: Applied Mathematics] // Archive

Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2021 Issue 3, Pages 70–85 (Mi vtpmk624)

This article is cited in 3 papers

System Analysis, Control and Data Processing

Two modifications of extension of Piyavskii's global optimization algorithm to a function continuous on a compact interval and its convergence

V. I. Zabotin, P. A. Chernyshevsky

Kazan National Research Technical University named after A. N. Tupolev, Kazan

Abstract: R.J. Vanderbei in his works proves that any continuous on a compact set function has the $\varepsilon $-Lipschitz property which extends conventional Lipschitz continuity. Based on this feature Vanderbei proposed one extension of Piyavskii’s global optimization algorithm to the continuous function case. In this paper we propose one modification of the Vanderbei’s algorithm for a positive $\varepsilon $-constant and another modification for a positive $\varepsilon $-constant and $\varepsilon $ value independent termination condition. We prove proposed methods convergence and perform several computational experiments with designed software for known test functions.

Keywords: $\varepsilon$-Lipschitz continuity, continuous function, global optimization, algorithm convergence.

UDC: 519.658.4

Received: 07.08.2021
Revised: 01.09.2021

DOI: 10.26456/vtpmk624



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© Steklov Math. Inst. of RAS, 2024